Re: Does linearly dependent imply statistically dependent?



In article <1115270959.241138.48700@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
<wangxu78@xxxxxxxxx> wrote:
>Then whether the following statement is true?

>If X, Y, and Z have non-degenerate continuous distribution, and they
>are statistically independent, then
>X, Y and Z cannot be linearly dependent.

Wrong. If X, Y, and Z has a non-planar distribution,
they cannot be linearly dependent. But a planar
distribution can be continuous and non-degenerate.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.



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